Compare your normal trading performance with trades taken after one or two consecutive losses. See whether expectancy, win rate, or average trade performance changes after losses.
This calculator measures historical differences. It does not diagnose revenge trading or predict future results.
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Results update automatically as valid inputs are entered.
Baseline: 40 trades, 24 wins, $4,800 winning P&L and $2,400 losing P&L creates +$2,400 net and +$60/trade expectancy.
After 1 Loss: 24 trades, 12 wins, $2,040 winning P&L and $1,800 losing P&L creates +$240 net and +$10/trade expectancy.
After 2 Losses: 18 trades, 6 wins, $1,080 winning P&L and $2,160 losing P&L creates -$1,080 net and -$60/trade expectancy.
(Baseline Expectancy - Post-Loss Expectancy) x Post-Loss Trades
In the hypothetical example, the gap after 1 loss is ($60 - $10) x 24 = $1,200. The gap after 2 losses is ($60 - -$60) x 18 = $2,160.
Revenge trading generally refers to taking trades influenced by a desire to quickly recover a previous loss. Historical trade data cannot directly prove motivation, but it can show whether behavior and results change after losses.
One loss may not materially change behavior. A sequence of losses can affect patience, trade frequency, sizing, setup selection and decision quality.
Losing streaks occur naturally, even in positive-expectancy strategies. Weaker post-loss results can also come from market regime changes, low sample size, poor setup quality, session timing, volatility, fatigue or discretionary behavior.
Import your completed Topstep or Tradovate trades and let TradePilot analyze historical patterns around losses, sessions, trade frequency, instruments and trading behavior automatically.
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